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  • 12 votes cast
May
6
asked Relationshiop between central bank official currency rates and spot forex
May
1
asked Opensource marketdata reference data for retail market
Aug
21
asked Modelling currency exchange rates timeseries data across re-denomation dates
Aug
3
asked Resources for finding quantitative finance examples using excel, VBA and access
Dec
4
asked Securitization of a loan portfolio
Feb
21
asked Taylor series expansion (Volatility Trading book) explanation sought
Nov
20
asked Calculating portfolio VaR for (custom) leveraged products
Aug
31
asked Multi asset option portfolio risk management (greeks and FX exposure)
Aug
31
asked Is there any evidence that an option delta approximates ITM expiry probability?
Jul
30
asked Interpreting QuantLlib implied volatility numbers
May
27
asked Historical volatility from close prices (Haug pg 166)
May
3
asked VaR implementation using quantlib?
Mar
4
asked Modified bisection formula for deriving implied volatility for a dividend paying american option
Mar
4
answered How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?
Mar
3
asked How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?
Feb
10
asked Why are there so many different ways of calculating historical volatility
Feb
6
asked Calculating log returns using R
Jan
31
asked A gentle introduction to cointegration
Jan
31
asked Is there a measure for the 'degree' of cointegration
Dec
31
asked How to 'calibrate' simple pricing models for equity index options and equity options?